Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SPYM State Street SPDR Portfolio S&P 500 ETF | S&P 500 | 39% |
GOOGL Alphabet Inc. Class A | Communication Services | 36% |
PBR Petróleo Brasileiro S.A. - Petrobras | Energy | 25% |
Find the right asset allocation for RBG concentrated - Tech + Energy + Core ETF 2025 Q1
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio OptimizerPerformance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in RBG concentrated - Tech + Energy + Core ETF 2025 Q1, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every year.
Loading charts...
Returns By Period
As of Jun 13, 2026, the RBG concentrated - Tech + Energy + Core ETF 2025 Q1 returned 23.32% Year-To-Date and 23.95% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | 0.31% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio RBG concentrated - Tech + Energy + Core ETF 2025 Q1 | 0.61% | -5.44% | 23.32% | 23.94% | 62.68% | 30.59% | 24.96% | 23.95% |
| Portfolio components: | ||||||||
GOOGL Alphabet Inc. Class A | 0.53% | -9.30% | 15.06% | 16.44% | 106.51% | 43.10% | 24.46% | 25.76% |
PBR Petróleo Brasileiro S.A. - Petrobras | 0.77% | -7.07% | 57.21% | 56.16% | 52.21% | 20.86% | 32.73% | 23.75% |
SPYM State Street SPDR Portfolio S&P 500 ETF | 0.53% | 0.36% | 9.10% | 9.42% | 25.76% | 20.95% | 13.43% | 15.52% |
Monthly Returns
Based on dividend-adjusted daily data since Nov 15, 2005, RBG concentrated - Tech + Energy + Core ETF 2025 Q1's average daily return is +0.07%, while the average monthly return is +1.42%. At this rate, an investment would double in approximately 4.1 years.
Historically, 63% of months were positive and 37% were negative. The best month was Mar 2016 with a return of +19.3%, while the worst month was Mar 2020 at -21.6%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.
On a daily basis, RBG concentrated - Tech + Energy + Core ETF 2025 Q1 closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +13.7%, while the worst single day was Mar 16, 2020 at -12.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 10.84% | -0.54% | 3.63% | 15.83% | -3.99% | -2.94% | 23.32% | ||||||
| 2025 | 6.49% | -8.05% | -3.25% | -5.57% | 5.91% | 5.74% | 4.37% | 4.38% | 7.16% | 5.29% | 7.58% | -1.67% | 30.26% |
| 2024 | 2.47% | 0.75% | 2.46% | 4.18% | 2.56% | 2.67% | -2.24% | 0.82% | 0.29% | -0.61% | 3.22% | 2.63% | 20.75% |
| 2023 | 9.00% | -5.34% | 5.37% | 3.53% | 7.83% | 7.49% | 6.91% | -0.40% | -1.36% | -2.68% | 6.61% | 4.89% | 49.10% |
| 2022 | 1.01% | 0.98% | 3.46% | -9.20% | 4.36% | -10.01% | 13.09% | 4.61% | -11.78% | 3.96% | 2.01% | -8.73% | -9.09% |
| 2021 | -1.44% | 0.37% | 3.91% | 8.58% | 3.88% | 6.38% | 2.21% | 5.82% | -5.98% | 6.24% | -0.60% | 5.67% | 39.97% |
Benchmark Metrics
RBG concentrated - Tech + Energy + Core ETF 2025 Q1 has an annualized alpha of 6.89%, beta of 1.03, and R2 of 0.68 versus S&P 500 Index. Calculated based on daily prices since November 15, 2005.
- This portfolio captured 131.76% of S&P 500 Index gains and 101.78% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- This portfolio generated an annualized alpha of 6.89% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 1.03 and R2 of 0.68, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 6.89%
- Beta
- 1.03
- R²
- 0.68
- Upside Capture
- 131.76%
- Downside Capture
- 101.78%
Expense Ratio
RBG concentrated - Tech + Energy + Core ETF 2025 Q1 has an expense ratio of 0.01%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
RBG concentrated - Tech + Energy + Core ETF 2025 Q1 ranks 97 for risk / return — in the top 97% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for RBG concentrated - Tech + Energy + Core ETF 2025 Q1 and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 4.04 | 1.86 | +2.18 |
| Sortino ratioReturn per unit of downside risk | 5.66 | 2.53 | +3.13 |
| Omega ratioGain probability vs. loss probability | 1.73 | 1.34 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 7.54 | 2.53 | +5.01 |
| Martin ratioReturn relative to average drawdown | 29.45 | 11.37 | +18.08 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
GOOGL Alphabet Inc. Class A | 96 | 3.62 | 4.92 | 1.59 | 5.20 | 18.48 |
PBR Petróleo Brasileiro S.A. - Petrobras | 84 | 1.80 | 2.42 | 1.31 | 2.99 | 7.56 |
SPYM State Street SPDR Portfolio S&P 500 ETF | 67 | 2.00 | 2.70 | 1.36 | 2.75 | 12.42 |
Loading charts...
Dividends
Dividend yield
RBG concentrated - Tech + Energy + Core ETF 2025 Q1 provided a 1.55% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.55% | 2.31% | 4.30% | 3.29% | 14.57% | 5.22% | 0.81% | 1.10% | 1.13% | 0.68% | 0.77% | 0.77% |
| Portfolio components: | ||||||||||||
GOOGL Alphabet Inc. Class A | 0.24% | 0.27% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PBR Petróleo Brasileiro S.A. - Petrobras | 3.85% | 7.10% | 14.73% | 10.91% | 55.64% | 18.95% | 0.84% | 1.59% | 1.03% | 0.00% | 0.00% | 0.00% |
SPYM State Street SPDR Portfolio S&P 500 ETF | 1.29% | 1.13% | 1.28% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the RBG concentrated - Tech + Energy + Core ETF 2025 Q1. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the RBG concentrated - Tech + Energy + Core ETF 2025 Q1 was 59.68%, occurring on Nov 20, 2008. Recovery took 1126 trading sessions.
The current RBG concentrated - Tech + Energy + Core ETF 2025 Q1 drawdown is 6.93%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -59.68%Nov 2008 | 10mo 29d | 4y 5mo | 5y 4moDec 2007 - May 2013 |
COVID crash2020 | -40.73%Mar 2020 | 1mo 2d | 7mo 28d | 9moFeb 2020 - Nov 2020 |
2016 bear market2016 | -30.31%Feb 2016 | 1y 5mo | 5mo 2d | 1y 10moSep 2014 - Jul 2016 |
2025 selloff2025 | -22.25%Apr 2025 | 2mo 2d | 4mo 16d | 6mo 18dFeb 2025 - Aug 2025 |
Bear market2022 | -22.21%Dec 2022 | 3mo 29d | 5mo 11d | 9mo 10dAug 2022 - May 2023 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 2.91, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.51 | 1.37 | 1.35 | 1.26 | 1.26 |
The portfolio has a diversification ratio of 1.26, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
RBG concentrated - Tech + Energy + Core ETF 2025 Q1 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Nov 15, 2005 | 0.75 |
Benchmark Correlations
Correlation vs. S&P 500 Index. SPYM has the highest benchmark correlation at 0.87, while PBR has the lowest at 0.44.
Asset Correlations Table
Find what RBG concentrated - Tech + Energy + Core ETF 2025 Q1 is missing
See which holdings overlap, where RBG concentrated - Tech + Energy + Core ETF 2025 Q1 is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification